2016

The International Journal of Robotics Research, 35(14):1731-1749, December 2016 (article)

Abstract

The Gaussian Filter (GF) is one of the most widely used filtering algorithms; instances are the Extended Kalman Filter, the Unscented Kalman Filter and the Divided Difference Filter. The GF represents the belief of the current state by a Gaussian distribution, whose mean is an affine function of the measurement. We show that this representation can be too restrictive to accurately capture the dependences in systems with nonlinear observation models, and we investigate how the GF can be generalized to alleviate this problem. To this end, we view the GF as the solution to a constrained optimization problem. From this new perspective, the GF is seen as a special case of a much broader class of filters, obtained by relaxing the constraint on the form of the approximate posterior. On this basis, we outline some conditions which potential generalizations have to satisfy in order to maintain the computational efficiency of the GF. We propose one concrete generalization which corresponds to the standard GF using a pseudo measurement instead of the actual measurement. Extending an existing GF implementation in this manner is trivial. Nevertheless, we show that this small change can have a major impact on the estimation accuracy.

In Proceedings of the American Control Conference (ACC), Boston, MA, USA, July 2016 (inproceedings)

Abstract

Most widely-used state estimation algorithms, such as the Extended Kalman Filter and the Unscented Kalman Filter, belong to the family of Gaussian Filters (GF). Unfortunately, GFs fail if the measurement process is modelled by a fat-tailed distribution. This is a severe limitation, because thin-tailed measurement models, such as the analytically-convenient and therefore widely-used Gaussian distribution, are sensitive to outliers. In this paper, we show that mapping the measurements into a specific feature space enables any existing GF algorithm to work with fat-tailed measurement models. We find a feature function which is optimal under certain conditions. Simulation results show that the proposed method allows for robust filtering in both linear and nonlinear systems with measurements contaminated by fat-tailed noise.

In Proceedings of the IEEE International Conference on Robotics and Automation (ICRA), pages: 270-277, IEEE, IEEE International Conference on Robotics and Automation, May 2016 (inproceedings)

Abstract

This paper proposes an automatic controller tuning framework based on linear optimal control combined with Bayesian optimization. With this framework, an initial set of controller gains is automatically improved according to a pre-defined performance objective evaluated from experimental data. The underlying Bayesian optimization algorithm is Entropy Search, which represents the latent objective as a Gaussian process and constructs an explicit belief over the location of the objective minimum. This is used to maximize the information gain from each experimental evaluation. Thus, this framework shall yield improved controllers with fewer evaluations compared to alternative approaches. A seven-degree- of-freedom robot arm balancing an inverted pole is used as the experimental demonstrator. Results of a two- and four- dimensional tuning problems highlight the method’s potential for automatic controller tuning on robotic platforms.

In Proceedings of the IEEE International Conference on Robotics and Automation (ICRA) 2016, IEEE, IEEE International Conference on Robotics and Automation, May 2016 (inproceedings)

Abstract

We consider the problem of model-based 3D- tracking of objects given dense depth images as input. Two difficulties preclude the application of a standard Gaussian filter to this problem. First of all, depth sensors are characterized by fat-tailed measurement noise. To address this issue, we show how a recently published robustification method for Gaussian filters can be applied to the problem at hand. Thereby, we avoid using heuristic outlier detection methods that simply reject measurements if they do not match the model. Secondly, the computational cost of the standard Gaussian filter is prohibitive due to the high-dimensional measurement, i.e. the depth image. To address this problem, we propose an approximation to reduce the computational complexity of the filter. In quantitative experiments on real data we show how our method clearly outperforms the standard Gaussian filter. Furthermore, we compare its performance to a particle-filter-based tracking method, and observe comparable computational efficiency and improved accuracy and smoothness of the estimates.

In Proceedings of the 53rd IEEE Conference on Decision and Control, Los Angeles, CA, 2014 (inproceedings)

Abstract

An approach for distributed and event-based state estimation that was proposed in previous work [1] is analyzed and extended to practical networked systems in this paper. Multiple sensor-actuator-agents observe a dynamic process, sporadically exchange their measurements over a broadcast network according to an event-based protocol, and estimate the process state from the received data. The event-based approach was shown in [1] to mimic a centralized Luenberger observer up to guaranteed bounds, under the assumption of identical estimates on all agents. This assumption, however, is unrealistic (it is violated by a single packet drop or slight numerical inaccuracy) and removed herein. By means of a simulation example, it is shown that non-identical estimates can actually destabilize the overall system. To achieve stability, the event-based communication scheme is supplemented by periodic (but infrequent) exchange of the agentsâ?? estimates and reset to their joint average. When the local estimates are used for feedback control, the stability guarantee for the estimation problem extends to the event-based control system.

Our goal is to understand the principles of Perception, Action and Learning in autonomous systems that successfully interact with complex environments and to use this understanding to design future systems